#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Processes;
using Cephei.QL.Models;
using Cephei.QL.Math.Optimization;
using Cephei.QL.Math;
namespace Cephei.QL.Models.Equity
{
    /// <summary> 
	/// ! extended versions of Heston model for the stochastic volatility of an asset including jumps.  References: A. Sepp, Pricing European-Style Options under Jump Diffusion Processes with Stochastic Volatility: Applications of Fourier Transform (<http://math.ut.ee/~spartak/papers/stochjumpvols.pdf>)  \test calibration is tested against known values.
	/// </summary>
    [Guid ("0AFFBD05-92C6-4d71-9FDB-6B74D0603928"),ComVisible(true)]
	public interface IBatesModel : Cephei.QL.Models.Equity.IHestonModel
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Double Delta {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double Lambda {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double Nu {get;}
    }   

    /// <summary> 
	/// ! extended versions of Heston model for the stochastic volatility of an asset including jumps.  References: A. Sepp, Pricing European-Style Options under Jump Diffusion Processes with Stochastic Volatility: Applications of Fourier Transform (<http://math.ut.ee/~spartak/papers/stochjumpvols.pdf>)  \test calibration is tested against known values. Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IBatesModel_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IBatesModel Create (Cephei.QL.Processes.IBatesProcess process);
    }
}

